+27.6%
ILMN vs UTHR
+308.5%
-281.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.8% |
| 7D | +1.9% | -2.9% | +4.8% | +2.6% |
| 30D | +12.3% | -7.6% | +19.9% | +14.5% |
| 3M | +33.5% | -8.6% | +42.1% | +36.4% |
| 6M | +69.4% | +4.1% | +65.2% | +66.5% |
| YTD | +60.9% | +2.2% | +58.7% | +58.2% |
| 1Y | +115.0% | +26.2% | +88.8% | +98.6% |
| 3Y | +37.0% | +121.2% | -84.2% | +2.2% |
| 5Y | -53.1% | +136.5% | -189.7% | -66.5% |
| 10Y | +27.6% | +300.1% | -272.5% | -30.1% |
| All | +27.6% | +308.5% | -281.0% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling